Informed bond trading, corporate yield spreads, and corporate default prediction
Year of publication: |
2014
|
---|---|
Authors: | Han, Song ; Zhou, Xing |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 60.2014, 3, p. 675-694
|
Subject: | corporate bond yield spreads | information asymmetry | information risk premium | credit risk | corporate default prediction | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Asymmetrische Information | Asymmetric information | Risikoprämie | Risk premium | Insolvenz | Insolvency | Kapitaleinkommen | Capital income | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Anleihe | Bond | Theorie | Theory |
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